3.50Open2.95Pre Close26 Volume110 Open Interest125.00Strike Price11.89KTurnover25.21%IV1.89%PremiumAug 16, 2024Expiry Date2.90Intrinsic Value100Multiplier24DDays to Expiry2.31Extrinsic Value100Contract SizeAmericanOptions Type-0.6126Delta0.0497Gamma26.26Leverage Ratio-0.0537Theta-0.0416Rho-16.09Eff Leverage0.1203Vega